+10,726.6%
WAT vs ZBRA
+2,465.5%
+8,261.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -1.3% | +1.8% | -3.0% | -1.7% |
| 30D | +2.3% | -1.7% | +4.0% | +2.7% |
| 3M | +8.7% | +47.8% | -39.0% | -1.8% |
| 6M | +28.3% | +56.7% | -28.4% | +13.9% |
| YTD | +7.8% | +49.4% | -41.6% | -3.8% |
| 1Y | +36.6% | +16.5% | +20.1% | +28.7% |
| 3Y | +45.7% | +31.5% | +14.2% | +31.5% |
| 5Y | -3.3% | -38.6% | +35.3% | +0.7% |
| 10Y | +162.1% | +421.0% | -258.8% | +67.6% |
| All | +10,726.6% | +2,465.5% | +8,261.0% | +4,660.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling